+24.6%
XLP vs MCK
+114.8%
-90.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -2.9% | -3.6% | +0.7% | -2.5% |
| 30D | -2.2% | +1.4% | -3.7% | -2.5% |
| 3M | -0.6% | +13.8% | -14.4% | -2.2% |
| 6M | -2.2% | -5.2% | +3.0% | -2.1% |
| YTD | +8.3% | +9.0% | -0.8% | +6.8% |
| 1Y | +5.7% | +26.9% | -21.2% | +2.3% |
| All | +24.6% | +114.8% | -90.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MCK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling